Testing cointegration in infinite order vector autoregressive processes
Pentti Saikkonen ; Ritva Luukkonen
| Year of publication: |
1997
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|---|---|
| Authors: | Saikkonen, Pentti |
| Other Persons: | Luukkonen, Ritva (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 81.1997, 1, p. 93-126
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Series: | |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001336800